+244.3%
SWK vs BTG
+392.0%
-147.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | -0.4% | -0.9% | +0.4% | -0.4% |
| 30D | -5.7% | +36.8% | -42.6% | -7.9% |
| 3M | +24.1% | +23.1% | +1.0% | +21.9% |
| 6M | +24.7% | +3.5% | +21.2% | +23.7% |
| YTD | +33.9% | +25.5% | +8.4% | +30.9% |
| 1Y | +34.7% | +40.1% | -5.4% | +30.3% |
| 3Y | +15.3% | +101.1% | -85.8% | +7.9% |
| 5Y | -39.3% | +70.6% | -109.9% | -43.1% |
| 10Y | +2.5% | +152.1% | -149.7% | -8.5% |
| All | +244.3% | +392.0% | -147.7% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling